+20.2%
MRSH vs ITW
+36.9%
-16.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -4.8% | -0.7% | -4.0% | -4.5% |
| 30D | -6.3% | -8.3% | +2.0% | -2.8% |
| 3M | +5.8% | +6.0% | -0.2% | +3.0% |
| 6M | +2.8% | 0.0% | +2.8% | +2.4% |
| YTD | -3.1% | +10.2% | -13.3% | -8.0% |
| 1Y | -11.3% | +3.2% | -14.5% | -13.3% |
| 3Y | -5.0% | +21.0% | -25.9% | -15.8% |
| All | +20.2% | +36.9% | -16.7% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ITW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling